+204,102.2%
CSCO vs CMCSA
+2,453.9%
+201,648.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.1% | +1.6% | +2.3% |
| 7D | -2.8% | +0.7% | -3.4% | -3.0% |
| 30D | -12.6% | +21.0% | -33.6% | -18.9% |
| 3M | -16.0% | -0.9% | -15.1% | -16.5% |
| 6M | +2.8% | +2.9% | -0.1% | +0.1% |
| YTD | +33.2% | -5.9% | +39.1% | +32.5% |
| 1Y | +43.1% | +2.5% | +40.6% | +37.5% |
| 3Y | +106.7% | -28.3% | +135.0% | +122.5% |
| 5Y | +103.6% | -40.8% | +144.4% | +131.2% |
| 10Y | +330.5% | +5.4% | +325.1% | +284.4% |
| All | +204,102.2% | +2,453.9% | +201,648.4% | +49,666.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CMCSA.
Daily Out/Under-Performance
Portfolio return minus CMCSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMCSA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CMCSA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling